Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk

DOI10.1016/j.jmateco.2018.07.004zbMath1416.91118OpenAlexW2883057934MaRDI QIDQ1800966

Donald C. Keenan, Arthur Snow

Publication date: 26 October 2018

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2018.07.004

zbMATH Keywords

mixed risk aversion\(n\)-monotone risk aversionSchwarzian measure

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

Greater Arrow-Pratt (absolute) risk aversion of higher orders ⋮ On the relationship between comparisons of risk aversion of different orders

Cites Work

• From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class
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• Optimal prevention and prudence in a two-period model
• Mixed risk aversion
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• Norms and monetary fines as deterrents, and distributive effects
• Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
• Greater parametric downside risk aversion
• Changes in Background Risk and Risk Taking Behavior
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